Cash Equity Central Risk Quant Developer – VP/Director level

My client a top tier US investment bank is looking for a quant developer who is currently working in the Central Risk space. This opportunity is for a VP/Director level person to join their and take the lead role in designing, overseeing and extending the architecture and development, build and testing platform across all Equities Cash Quant teams.

London based

Requirements:

Strong background in computer science is required. Significant experience in key languages (Java, C++, Python, q/kdb) and exposure to the development and maintenance of complex software platform is vital. Experience with source management tools, continuous integration software and testing tools is also critical.

An understanding of Equities markets and exposure to algorithmic trading and/or central risk optimization is an advantage however not a pre-requisite.

At least seven years of experience in software development, architecture and testing is required with preference given to those with experience in an investment bank.

Degree in computer science or a mathematical subject (Maths/Physics/Engineering etc).

Passionate about software development.

Keen interest in the financial markets.

Keen interest in implementation of algos/models and the architecture of model libraries.

Strong teamwork capability.

For further information or to register your interest, please call Sumaiyah Patel 020 7780 6700 or send across you CV to Sumaiyah.patel@ansonmccade.com